这个我还真是不清楚，上Google搜一下吧。找到答案后别忘了告诉我一声，呵呵。

谢谢连老师！！哈哈，好的！！

对了，能不能推荐几本经典时间序列的书啊？谢谢先！！

Hamilton 1994 那本应该是最经典的了：
Hamilton, J. (1994). Time series analysis, Princeton: Princeton University Press.

如下几本亦可参考：
Chan, N. (2002). Time series: Applications to finance, Wiley-Interscience.
Chatfield, C. (2004). The analysis of time series: An introduction, Chapman & Hall/CRC.
Clements, M., & Hendry, D. (1998). Forecasting economic time series, Cambridge University Press.
Lütkepohl, H. (1993). Introduction to multiple time series analysis, Springer.
Lütkepohl, H. (2005). New introduction to multiple time series analysis, Springer.
Mills, T., & Markellos, R. (2008). The econometric modelling of financial time series, Cambridge University Press.

这么多? 哈,太好了!!谢谢连老师!!

明天起来找找看,慢慢读吧:)

再次感谢!!